How to fix inconsistent surface Normals of a shape in Blender?
Except from what @bertmoog has posted, your mesh has several more problems but you can easily and quickly clean it up.




Original imported mesh.
Select all parts then Ctrl+J to join them.
In Edit Mode press W > Remove Doubles to remove doubled vertices, it will also remove marked sharp edges.
In Object Mode set Shading to Smooth and turn on Auto Smooth with default value.
Back in Edit Mode, select all and P > By loose parts to separate meshes to original state. You can skip this step if you will want to have it as one object.